-10.4%
TSCO vs CLBK
+43.5%
-53.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -1.5% | -4.2% | -5.4% |
| 30D | -8.8% | -1.0% | -7.7% | -8.6% |
| 3M | +6.3% | +22.9% | -16.6% | +2.4% |
| 6M | -32.3% | +44.2% | -76.5% | -36.6% |
| YTD | -32.7% | +64.0% | -96.7% | -38.4% |
| 1Y | -43.7% | +65.7% | -109.4% | -48.6% |
| 3Y | -19.7% | +54.1% | -73.7% | -26.8% |
| All | -10.4% | +43.5% | -53.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling